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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CATERPILLAR FINL SVCS CORP</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
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        <cusip>23636AAT8</cusip>
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        <balance>550000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05375000</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <cusip>6174468T9</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>UBS AG LONDN BRANCH</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG LON BRANCH FRN SOFR+36 02/09/2024 144A</title>
        <cusip>902674YC8</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>PARKER-HANNIFIN CORP</name>
        <lei>5493002CONDB4N2HKI23</lei>
        <title>PARKER-HANNIFIN CORP 3.65% 06/15/2024</title>
        <cusip>701094AQ7</cusip>
        <identifiers>
          <isin value="US701094AQ75"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>982717.84000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03650000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CITIBANK NA (BD)</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CITIBANK NA (BD) CD 5.78% 03/08/2024</title>
        <cusip>17330QDA2</cusip>
        <identifiers>
          <other otherDesc="Internal" value="JUO599000"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1299332.06000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05780000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR FRN SOFR+68 09/29/2023</title>
        <cusip>00774MBA2</cusip>
        <identifiers>
          <isin value="US00774MBA27"/>
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        <balance>651000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>650813.84000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05893224</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK AS (UNGTD) 6.466%/VAR 01/09/2026 144A</title>
        <cusip>23636ABF7</cusip>
        <identifiers>
          <isin value="US23636ABF75"/>
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        <balance>255000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>255116.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06466000</annualizedRt>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC FRN SOFR+137.2 05/24/2025</title>
        <cusip>172967NR8</cusip>
        <identifiers>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1004495.83000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.06674862</annualizedRt>
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      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA 5.7% 10/22/2023 144A</title>
        <cusip>05578QAA1</cusip>
        <identifiers>
          <isin value="US05578QAA13"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>798538.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05700000</annualizedRt>
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        <name>SVENSKA HANDELSBANKEN AB</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SVENSKA HANDELSBANKEN AB YCP .053 10/18/2023</title>
        <cusip>86960KXJ6</cusip>
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          <ticker value="SVSKHD"/>
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        <valUSD>1290957.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05300000</annualizedRt>
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        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 2.301/VAR 10/15/2025</title>
        <cusip>46647PBF2</cusip>
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          <isin value="US46647PBF27"/>
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        <valUSD>613951.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02301000</annualizedRt>
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        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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        <cusip>46647PCK0</cusip>
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          <isin value="US46647PCK03"/>
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        <valUSD>958565.61000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.00969000</annualizedRt>
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        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC 4% 10/01/2023</title>
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          <isin value="US29250NAF24"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>598986.65000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>US BANCORP DEL</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>US BANCORP DEL 3.375% 02/05/2024</title>
        <cusip>91159HHV5</cusip>
        <identifiers>
          <isin value="US91159HHV50"/>
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        <balance>630000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>623899.85000000</valUSD>
        <pctVal>0.185597436841</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC USA INC</name>
        <lei>549300LBOHZ4QSIWU288</lei>
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        <cusip>40434PAC0</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC (THE)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <cusip>38141GZH0</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01757000</annualizedRt>
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      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA FRN 3ML+124 09/12/2023 144A</title>
        <cusip>05583JAD4</cusip>
        <identifiers>
          <isin value="US05583JAD46"/>
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        <balance>1550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1550229.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06779710</annualizedRt>
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      <invstOrSec>
        <name>MIZUHO BANK LTD NY BRANCH</name>
        <lei>RB0PEZSDGCO3JS6CEU02</lei>
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        <cusip>60710TGL9</cusip>
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          <other otherDesc="Internal" value="JWX213000"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CGG0</cusip>
        <identifiers>
          <isin value="US91282CGG06"/>
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        <balance>10550000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
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        <cusip>14040HCK9</cusip>
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          <isin value="US14040HCK95"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>MITSUBISHI UFJ FINANCIAL GROUP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP INC 4.788%/VAR 07/18/2025</title>
        <cusip>606822CH5</cusip>
        <identifiers>
          <isin value="US606822CH58"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>593277.01000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04788000</annualizedRt>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 0.776/VAR 10/30/2024</title>
        <cusip>172967MT5</cusip>
        <identifiers>
          <isin value="US172967MT50"/>
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        <balance>1140000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1129642.63000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00776000</annualizedRt>
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      <invstOrSec>
        <name>CATERPILLAR FINL SVCS CORP</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CATERPILLAR FINL SVCS CORP 3.25% 12/01/2024</title>
        <cusip>14912L6G1</cusip>
        <identifiers>
          <isin value="US14912L6G12"/>
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        <balance>620000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>604474.39000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HUNTINGTON NATIONAL BANK</name>
        <lei>2WHM8VNJH63UN14OL754</lei>
        <title>HUNTINGTON NATL BK COLUMBUS OH 4.008%/VAR 05/16/2025</title>
        <cusip>44644MAD3</cusip>
        <identifiers>
          <isin value="US44644MAD39"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>487609.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04008000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>ROYAL BK OF CDA NEW YORK BRH</name>
        <lei>549300HXQQQCCUBS2Z23</lei>
        <title>RBC NY YCD SOFR+58 9/19/23</title>
        <cusip>78015JFE2</cusip>
        <identifiers>
          <isin value="US78015JFE29"/>
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        <curCd>USD</curCd>
        <valUSD>1000203.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05880000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 0.79/VAR 05/30/2025</title>
        <cusip>61747YEA9</cusip>
        <identifiers>
          <isin value="US61747YEA91"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1246415.87000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00790000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARC CCP VCP SOFR+73 6/5/24</title>
        <cusip>06741HGS6</cusip>
        <identifiers>
          <ticker value="BARCCP"/>
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        <curCd>USD</curCd>
        <valUSD>1299988.69000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-06-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06030000</annualizedRt>
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      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTRS FINL CO INC FRN SOFR+76 03/08/2024</title>
        <cusip>37045XDF0</cusip>
        <identifiers>
          <isin value="US37045XDF06"/>
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        <curCd>USD</curCd>
        <valUSD>1031889.58000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.05946740</annualizedRt>
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        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA FRN SFRIX+55 09/15/2023</title>
        <cusip>064159YN0</cusip>
        <identifiers>
          <isin value="US064159YN00"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1000125.51000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05743594</annualizedRt>
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      <invstOrSec>
        <name>SIEMENS FINANCIERINGSMAATSCHAPPIJ NV</name>
        <lei>TAFO772JB70PDRN5VS48</lei>
        <title>SIEMENS FINANCIERINGSMAATSCHAPPIJ NV FRN SOFR+43 03/11/2024 144A</title>
        <cusip>82620KBB8</cusip>
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          <isin value="US82620KBB89"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>500594.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05618530</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK AS (UNGTD) 0.976%/VAR 09/10/2025 144A</title>
        <cusip>23636ABA8</cusip>
        <identifiers>
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        <name>LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH</name>
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        <name>RABOBANK NEDERLAND NEW YORK BRH</name>
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      <invstOrSec>
        <name>WELLS FARGO BANK NATIONAL ASSOCIATION</name>
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        <name>PHILLIPS 66</name>
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        <name>PNC FINANCIAL SERVICES GRP INC</name>
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        <name>VIRGINIA ELECTRIC AND POWER CO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK YCP .0497 10/27/2023</title>
        <cusip>89119BXT8</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <cusip>61747YEB7</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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          <couponKind>Variable</couponKind>
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        <name>BARCLAYS BANK PLC NY BRANCH</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <name>UST BILLS</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST BILLS 0% 12/14/2023</title>
        <cusip>912797FU6</cusip>
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        <name>STARBUCKS CORP</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <cusip>61747YEP6</cusip>
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        <name>RABOBANK NEDERLAND NEW YORK BRH</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
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        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA FRN SFRIX+45 10/26/2023</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NATWEST MARKETS PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>NATWEST MARKETS PLC YCP .0562 12/08/2023</title>
        <cusip>63906FZ85</cusip>
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          <ticker value="RBOSCG"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KEYBANK NATL ASSN</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
        <title>KEYBANK NATL ASSN FRN SOFR+34 01/03/2024</title>
        <cusip>49327M3B8</cusip>
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          <isin value="US49327M3B83"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TRUIST BANK</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING FRN SFRIX+71.5 01/07/2025 144A</title>
        <cusip>04685A3H2</cusip>
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          <isin value="US04685A3H29"/>
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        <balance>1150000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.05942136</annualizedRt>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS 4.705%/VAR 01/10/2025 144A</title>
        <cusip>09659W2G8</cusip>
        <identifiers>
          <isin value="US09659W2G82"/>
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        <balance>1100000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04705000</annualizedRt>
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      <invstOrSec>
        <name>BERKSHIRE HATHAWAY ENERGY COMPANY</name>
        <lei>549300JD0S5IZJE9LY15</lei>
        <title>BERKSHIRE HATHAWAY ENERGY COMPANY 3.5% 02/01/2025</title>
        <cusip>084659AD3</cusip>
        <identifiers>
          <isin value="US084659AD37"/>
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        <balance>630000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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      <invstOrSec>
        <name>SOUTHERN CALIFORNIA EDISON CO</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>SOUTHERN CALIFORNIA EDISON CO FRN SFRIX+83 04/01/2024</title>
        <cusip>842400HC0</cusip>
        <identifiers>
          <isin value="US842400HC00"/>
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        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1150055.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06046770</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK FRN SOFR+35.5 03/04/2024</title>
        <cusip>89114QCR7</cusip>
        <identifiers>
          <isin value="US89114QCR74"/>
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        <balance>1340000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1339695.62000000</valUSD>
        <pctVal>0.398532029169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05534688</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CANADIAN IMPRL BK COMM NY BRH</name>
        <lei>549300H8L46OOZOFHU82</lei>
        <title>CANADIAN IMPRL BK COMM NY BRH YCD 5.6% 12/01/2023</title>
        <cusip>13606KWZ5</cusip>
        <identifiers>
          <other otherDesc="Internal" value="JUB852000"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1300206.57000000</valUSD>
        <pctVal>0.386784844965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MITSUBISHI UFJ FINANCIAL GROUP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP INC FRN SOFR+165 07/18/2025</title>
        <cusip>606822CJ1</cusip>
        <identifiers>
          <isin value="US606822CJ15"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1005692.54000000</valUSD>
        <pctVal>0.299172948469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06901546</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>BANK OF AMERICA NA 5.65% 08/18/2025</title>
        <cusip>06428CAC8</cusip>
        <identifiers>
          <isin value="US06428CAC82"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1003396.23000000</valUSD>
        <pctVal>0.298489843240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05650000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORPORATION 0.523%/VAR 06/14/2024</title>
        <cusip>06051GJY6</cusip>
        <identifiers>
          <isin value="US06051GJY61"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>598094.62000000</valUSD>
        <pctVal>0.177920909037</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05606793</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 1.162%/VAR 11/22/2024</title>
        <cusip>404280CW7</cusip>
        <identifiers>
          <isin value="US404280CW70"/>
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        <balance>1010000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>997770.67000000</valUSD>
        <pctVal>0.296816354271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01162000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH</name>
        <lei>213800MBWEIJDM5CU638</lei>
        <title>LLOYDS BANK CORPORATE MARKETS PLC YCD 5.91% 06/17/2024</title>
        <cusip>53947BN71</cusip>
        <identifiers>
          <other otherDesc="Internal" value="JUV359000"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1299077.78000000</valUSD>
        <pctVal>0.386449053041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05910000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>CREDIT SUISSE AG NY BRNCH</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>CREDIT SUISSE AG NY BRNCH 0.495% 02/02/2024</title>
        <cusip>22550L2E0</cusip>
        <identifiers>
          <isin value="US22550L2E08"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>975601.90000000</valUSD>
        <pctVal>0.290221598894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00495000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 0.824/VAR 06/01/2025</title>
        <cusip>46647PCH7</cusip>
        <identifiers>
          <isin value="US46647PCH73"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>960270.48000000</valUSD>
        <pctVal>0.285660815212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00824000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CATERPILLAR FINL SVCS CORP</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CATERPILLAR FINL SVCS CORP FRN SOFR+45 11/13/2023</title>
        <cusip>14913R2X4</cusip>
        <identifiers>
          <isin value="US14913R2X44"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1200600.00000000</valUSD>
        <pctVal>0.357153928906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05757475</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MONDELEZ INTERNATIONAL INC</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BANK OF MONTREAL QUE</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
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        <curCd>USD</curCd>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-04</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CREDIT SUISSE AG NY BRNCH</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
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        <cusip>22550UAB7</cusip>
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          <isin value="US22550UAB70"/>
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        <curCd>USD</curCd>
        <valUSD>996704.51000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05702060</annualizedRt>
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      <invstOrSec>
        <name>BMO HARRIS BANK NA</name>
        <lei>3Y4U8VZURTYWI1W2K376</lei>
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          <isin value="US05574BLS78"/>
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        <curCd>USD</curCd>
        <valUSD>1299997.01000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-08</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>TORONTO DOMINION BANK - NY</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TD NY YCD 3/25/24 SOFR+67</title>
        <cusip>89115BZ78</cusip>
        <identifiers>
          <isin value="US89115BZ781"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1001316.90000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05970000</annualizedRt>
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      <invstOrSec>
        <name>CITIBANK NA (BD)</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CITIBANK NA (BD) CD SOFR+65 06/17/2024</title>
        <cusip>17330QDJ3</cusip>
        <identifiers>
          <isin value="US17330QDJ31"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1001128.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05950000</annualizedRt>
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      <invstOrSec>
        <name>SCHWAB CHARLES CORP</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>SCHWAB CHARLES CORP FRN SFRIX+50 03/18/2024</title>
        <cusip>808513BM6</cusip>
        <identifiers>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>499449.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05695860</annualizedRt>
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      <invstOrSec>
        <name>AT and T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT and T INC CP .0542 12/19/2023</title>
        <cusip>0020A3ZK9</cusip>
        <identifiers>
          <ticker value="ATTINC"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>982766.70000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>DAIMLER TRUCKS FINANCE NORTH AMERICA LLC</name>
        <lei>5493003HSDTSCZRXBA58</lei>
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        <curCd>USD</curCd>
        <valUSD>287986.03000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP 4.25% 02/01/2024</title>
        <cusip>00914AAA0</cusip>
        <identifiers>
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        <balance>620000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>615118.65000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP FRN SOFR+62 03/22/2024</title>
        <cusip>89236TJY2</cusip>
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          <isin value="US89236TJY29"/>
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        <valUSD>1001122.44000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.05822156</annualizedRt>
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        <name>NEW YORK LIFE GLOBAL FDG</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FDG FRN SOFR+31 04/26/2024 144A</title>
        <cusip>64952WEC3</cusip>
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          <isin value="US64952WEC38"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO 2.8% 03/01/2024</title>
        <cusip>097023CC7</cusip>
        <identifiers>
          <isin value="US097023CC78"/>
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        <balance>620000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>610040.82000000</valUSD>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>ROYAL BK OF CDA NEW YORK BRH</name>
        <lei>549300HXQQQCCUBS2Z23</lei>
        <title>RBC NY YCD SOFR+65 7/3/24</title>
        <cusip>78015JY27</cusip>
        <identifiers>
          <isin value="US78015JY279"/>
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        <curCd>USD</curCd>
        <valUSD>1301668.16000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05950000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK FRN SOFR+45 09/28/2023</title>
        <cusip>89114QCL0</cusip>
        <identifiers>
          <isin value="US89114QCL05"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>650076.58000000</valUSD>
        <pctVal>0.193384478291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05661472</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC NY BRANCH</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC NY BRANCH YCD 5.56% 11/27/2023</title>
        <cusip>06742T4W3</cusip>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1299352.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>JPMORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>JPMS CP SOFR+64 7/12/24</title>
        <cusip>46650WBN4</cusip>
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        <curCd>USD</curCd>
        <valUSD>1299989.47000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-12</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GA GLOBAL FUNDING TRUST</name>
        <lei>54930029I8ROQ4OROZ88</lei>
        <title>GA GLOBAL FUNDING TRUST 1% 04/08/2024 144A</title>
        <cusip>36143L2B0</cusip>
        <identifiers>
          <isin value="US36143L2B09"/>
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        <balance>720000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>695822.15000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
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      <invstOrSec>
        <name>SUMITOMO MITSUI BKG CORP NY BRANCH</name>
        <lei>5U0XI89JRFVHWIBS4F54</lei>
        <title>SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+70 07/11/2024</title>
        <cusip>86565FP30</cusip>
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          <isin value="US86565FP303"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1300987.61000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-11</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTRS FINL CO INC FRN SFRIX+130 04/07/2025</title>
        <cusip>37045XDT0</cusip>
        <identifiers>
          <isin value="US37045XDT00"/>
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        <balance>775000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>776158.59000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06527136</annualizedRt>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 3.352%/VAR 04/24/2025</title>
        <cusip>172967MF5</cusip>
        <identifiers>
          <isin value="US172967MF56"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>981470.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03352000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>SUMITOMO MITSUI BKG CORP NY BRANCH</name>
        <lei>5U0XI89JRFVHWIBS4F54</lei>
        <title>SMBC NY YCD SOFR+70 08/14/2024</title>
        <cusip>86565FU83</cusip>
        <identifiers>
          <isin value="US86565FU832"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1300322.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMGEN INC</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGEN INC 3.625% 05/22/2024</title>
        <cusip>031162BV1</cusip>
        <identifiers>
          <isin value="US031162BV19"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>985252.10000000</valUSD>
        <pctVal>0.293092335897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO BANK NATIONAL ASSOCIATION</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>WELLS FARGO BK NATL ASSN CD SOFR+63 07/18/2024</title>
        <cusip>95001KMX9</cusip>
        <identifiers>
          <isin value="US95001KMX99"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1300703.82000000</valUSD>
        <pctVal>0.386932766663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05930000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV</name>
        <lei>549300CW356R8I7N8D33</lei>
        <title>MONDELEZ INTL HLDGS NETH B V 0.75% 09/24/2024 144A</title>
        <cusip>60920LAQ7</cusip>
        <identifiers>
          <isin value="US60920LAQ77"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>616679.90000000</valUSD>
        <pctVal>0.183449649477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAYER CORP</name>
        <lei>54930050NR9YMICYZM28</lei>
        <title>BAYER CORP CP .059 08/15/2024</title>
        <cusip>07273LHF8</cusip>
        <identifiers>
          <ticker value="BAYER"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1225544.32000000</valUSD>
        <pctVal>0.364574353603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC FRN SOFR+58 11/22/2024</title>
        <cusip>404280CZ0</cusip>
        <identifiers>
          <isin value="US404280CZ02"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>699548.16000000</valUSD>
        <pctVal>0.208101260872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05884324</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC USA INC</name>
        <lei>549300LBOHZ4QSIWU288</lei>
        <title>HSBC USA INC YCP .0535 11/01/2023</title>
        <cusip>40434RY14</cusip>
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          <ticker value="HSBCUI"/>
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        <balance>1250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1238067.13000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05350000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JACKSON FINANCIAL INC</name>
        <lei>213800WXW2KG1N4CO374</lei>
        <title>JACKSON FINANCIAL INC 1.125% 11/22/2023</title>
        <cusip>46817MAJ6</cusip>
        <identifiers>
          <isin value="US46817MAJ62"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>494855.89000000</valUSD>
        <pctVal>0.147209499713</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA FRN SOFR+57 01/14/2025 144A</title>
        <cusip>05578AAW8</cusip>
        <identifiers>
          <isin value="US05578AAW80"/>
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        <balance>506000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503921.38000000</valUSD>
        <pctVal>0.149906297456</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05815114</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORPORATION FRN SOFR+110 04/25/2025</title>
        <cusip>06051GKT5</cusip>
        <identifiers>
          <isin value="US06051GKT57"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1305317.00000000</valUSD>
        <pctVal>0.388305093301</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06381387</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EASTERN ENERGY GAS HOLDINGS LLC</name>
        <lei>549300BFOD6TDMVV4O24</lei>
        <title>EASTERN ENERGY GAS HOLDINGS LLC 2.5% 11/15/2024</title>
        <cusip>257375AN5</cusip>
        <identifiers>
          <isin value="US257375AN55"/>
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        <balance>630000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>606068.81000000</valUSD>
        <pctVal>0.180293067365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TORONTO DOMINION BANK - NY</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK - NY YCD 5.6% 11/27/2023</title>
        <cusip>89115BGU8</cusip>
        <identifiers>
          <other otherDesc="Internal" value="JUB833000"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1299949.30000000</valUSD>
        <pctVal>0.386708312405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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          <isin value="US05581KAB70"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>NATWEST MARKETS PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
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        <cusip>63906YAF5</cusip>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
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          <isin value="US23636AAP66"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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          <isin value="US06051GKF53"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORPORATION FRN SOFR+73 10/24/2024</title>
        <cusip>06051GJJ9</cusip>
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          <isin value="US06051GJJ94"/>
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        <curCd>USD</curCd>
        <valUSD>500011.69000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.06029656</annualizedRt>
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      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA YCP .0566 02/15/2024</title>
        <cusip>05571BBF9</cusip>
        <identifiers>
          <ticker value="BPCEGP"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1265699.11000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05660000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ROCHE HLDGS INC</name>
        <lei>PVJRP0EQNV6OGDPZGY95</lei>
        <title>ROCHE HLDGS INC FRN SOFR+33 09/11/2023 144A</title>
        <cusip>771196BZ4</cusip>
        <identifiers>
          <isin value="US771196BZ40"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1300041.38000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05516425</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 3.845%/VAR 06/14/2025</title>
        <cusip>46647PDE3</cusip>
        <identifiers>
          <isin value="US46647PDE34"/>
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        <balance>630000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>618663.43000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03845000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MERCEDES-BENZ FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>MERCEDES-BENZ FINANCE NORTH AMERICA LLC 0.75% 03/01/2024 144A</title>
        <cusip>233851EB6</cusip>
        <identifiers>
          <isin value="US233851EB67"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>975603.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>FIFTH THIRD BANCORP</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>FIFTH THIRD BANCORP 3.65% 01/25/2024</title>
        <cusip>316773CX6</cusip>
        <identifiers>
          <isin value="US316773CX61"/>
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        <balance>2350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2327797.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03650000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 3.22/VAR 03/01/2025</title>
        <cusip>46647PAH9</cusip>
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          <isin value="US46647PAH91"/>
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        <curCd>USD</curCd>
        <valUSD>986168.24000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03220000</annualizedRt>
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        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CANADIAN IMPERIAL BK OF COMM FRN SOFR+94 04/07/2025</title>
        <cusip>13607HR38</cusip>
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          <isin value="US13607HR386"/>
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        <curCd>USD</curCd>
        <valUSD>1002689.67000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.06167134</annualizedRt>
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        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 0.653%/VAR 09/16/2024</title>
        <cusip>46647PBS4</cusip>
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          <isin value="US46647PBS48"/>
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        <curCd>USD</curCd>
        <valUSD>698572.07000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00653000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 3.803%/VAR 03/11/2025</title>
        <cusip>404280BZ1</cusip>
        <identifiers>
          <isin value="US404280BZ11"/>
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        <balance>860000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>849237.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03803000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>PRINCIPAL LIFE GLOBAL FDG II</name>
        <lei>635400WSLKBQWSOIIT41</lei>
        <title>PRINCIPAL LIFE GLOBAL FDG II FRN SOFR+45 04/12/2024 144A</title>
        <cusip>74256LEM7</cusip>
        <identifiers>
          <isin value="US74256LEM72"/>
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        <balance>438000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438004.38000000</valUSD>
        <pctVal>0.130297338993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05689426</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC</name>
        <lei>549300XK5HGW68R8K327</lei>
        <title>SHIRE ACQ INV IRELAND DA 2.875% 09/23/2023</title>
        <cusip>82481LAC3</cusip>
        <identifiers>
          <isin value="US82481LAC37"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>548980.00000000</valUSD>
        <pctVal>0.163310314751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT and T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT and T INC CP .057 01/23/2024</title>
        <cusip>0020A2AP7</cusip>
        <identifiers>
          <ticker value="ATTINC"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>977069.90000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TRUIST BANK</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
        <title>TRUIST BANK FRN SOFR+20 01/17/2024</title>
        <cusip>89788JAD1</cusip>
        <identifiers>
          <isin value="US89788JAD19"/>
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        <balance>850000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>845925.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-01-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05448360</annualizedRt>
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      <invstOrSec>
        <name>BAYER CORP</name>
        <lei>54930050NR9YMICYZM28</lei>
        <title>BAYER CORP CP .0593 07/24/2024</title>
        <cusip>07273LGQ5</cusip>
        <identifiers>
          <ticker value="BAYER"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1419271.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05930000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN EXPRESS CO</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXPRESS CO FRN SFRIX+23 11/03/2023</title>
        <cusip>025816CJ6</cusip>
        <identifiers>
          <isin value="US025816CJ65"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>649739.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05541349</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP 2.9% 04/17/2024</title>
        <cusip>89236TDW2</cusip>
        <identifiers>
          <isin value="US89236TDW27"/>
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        <balance>630000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>619075.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 0.981%/VAR 5/01/2025</title>
        <cusip>172967MX6</cusip>
        <identifiers>
          <isin value="US172967MX62"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1158910.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00981000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DNB BANK ASA</name>
        <lei>549300GKFG0RYRRQ1414</lei>
        <title>DNB BANK ASA 2.698%/VAR 03/28/2025 144A</title>
        <cusip>25601B2D6</cusip>
        <identifiers>
          <isin value="US25601B2D65"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>442296.14000000</valUSD>
        <pctVal>0.131574049759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02968000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PHILIP MORRIS INTERNATIONAL INC</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC 5.125% 11/15/2024</title>
        <cusip>718172CT4</cusip>
        <identifiers>
          <isin value="US718172CT46"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>497520.84000000</valUSD>
        <pctVal>0.148002267798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP FRN SOFR+0 12/06/2024</title>
        <cusip>14040HCL7</cusip>
        <identifiers>
          <isin value="US14040HCL78"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>989230.00000000</valUSD>
        <pctVal>0.294275679736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05886610</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG NEW YORK BNCH FRN SOFR+50 11/08/2023</title>
        <cusip>251526CL1</cusip>
        <identifiers>
          <isin value="US251526CL15"/>
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        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1149811.99000000</valUSD>
        <pctVal>0.342045535342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05809808</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH</name>
        <lei>213800MBWEIJDM5CU638</lei>
        <title>LBCM YCD SOFR+69 7/8/24</title>
        <cusip>53947BP46</cusip>
        <identifiers>
          <isin value="US53947BP467"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1299945.79000000</valUSD>
        <pctVal>0.386707268252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05990000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRUIST FINANCIAL CORP</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>TRUIST FINANCIAL CORP 2.5% 08/01/2024</title>
        <cusip>05531FBH5</cusip>
        <identifiers>
          <isin value="US05531FBH55"/>
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        <balance>630000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>609648.45000000</valUSD>
        <pctVal>0.181357937005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTRS FINL CO INC CP .0567 11/15/2023</title>
        <cusip>37046UYF2</cusip>
        <identifiers>
          <ticker value="GMFPP"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>987825.20000000</valUSD>
        <pctVal>0.293857780486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05670000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MIZUHO BANK LTD NY BRANCH</name>
        <lei>RB0PEZSDGCO3JS6CEU02</lei>
        <title>Mizuho NY YCD SOFR+45 1/16/24</title>
        <cusip>60710TEX5</cusip>
        <identifiers>
          <isin value="US60710TEX54"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1300612.04000000</valUSD>
        <pctVal>0.386905463991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DTE ELEC CO</name>
        <lei>9N0FWODEJVKHC2DYLO03</lei>
        <title>DTE ELEC CO 3.65% 03/15/2024</title>
        <cusip>23338VAB2</cusip>
        <identifiers>
          <isin value="US23338VAB27"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>741659.68000000</valUSD>
        <pctVal>0.220628576231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03650000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025</title>
        <cusip>95000U2H5</cusip>
        <identifiers>
          <isin value="US95000U2H53"/>
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        <balance>640000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>613702.31000000</valUSD>
        <pctVal>0.182563877390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02406000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP FRN SOFR+135 05/09/2025</title>
        <cusip>14040HCR4</cusip>
        <identifiers>
          <isin value="US14040HCR49"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>997660.11000000</valUSD>
        <pctVal>0.296783464933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06659721</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ FINANCIAL GROUP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP INC 0.848%/VAR 09/15/2024</title>
        <cusip>606822BV5</cusip>
        <identifiers>
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        <name>COOPERATIEVE RABOBANK UA</name>
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        <name>PACIFIC LIFE GLOBAL FUNDING II</name>
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        <cusip>6944PL2F5</cusip>
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        <name>CIGNA GROUP (THE)</name>
        <lei>549300VIWYMSIGT1U456</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
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        <cusip>37045XDC7</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>UBS AG LONDN BRANCH</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG LON BRANCH FRN SOFR+45 08/09/2024 144A</title>
        <cusip>902674YL8</cusip>
        <identifiers>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>998133.44000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05758690</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>WELLS FARGO BANK NATIONAL ASSOCIATION</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>WELLS FARGO BK NATL ASSN CD SOFR+65 07/05/2024</title>
        <cusip>95001KML5</cusip>
        <identifiers>
          <isin value="US95001KML51"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1301135.55000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05950000</annualizedRt>
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      <invstOrSec>
        <name>MITSUBISHI UFJ FINANCIAL GROUP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP INC 5.063%/VAR 09/12/2025</title>
        <cusip>606822CQ5</cusip>
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        <balance>610000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>604304.72000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.05063000</annualizedRt>
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      <invstOrSec>
        <name>FEDERATION DES CAISSES DESJARD INS DU QUEBEC</name>
        <lei>549300B2Q47IR0CR5B54</lei>
        <title>FEDERATION DES CAISE DESJARDIN FRN SOFR+43 05/21/2024 144A</title>
        <cusip>31429KAF0</cusip>
        <identifiers>
          <isin value="US31429KAF03"/>
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        <balance>1110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1108512.39000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05734996</annualizedRt>
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        <name>MICROCHIP TECHNOLOGY INC</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>MICROCHIP TECHNOLOGY INC 2.67% 09/01/2023</title>
        <cusip>595017AZ7</cusip>
        <identifiers>
          <isin value="US595017AZ74"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>550000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02670000</annualizedRt>
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        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC FRN SOFR+66.9 05/01/2025</title>
        <cusip>172967MW8</cusip>
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          <isin value="US172967MW89"/>
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        <curCd>USD</curCd>
        <valUSD>799680.13000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.05982170</annualizedRt>
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        <name>ASTRAZENECA FINANCE LLC</name>
        <lei>549300C3HATU4Q460S18</lei>
        <title>ASTRAZENECA FINANCE LLC 0.7% 05/28/2024</title>
        <cusip>04636NAC7</cusip>
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          <isin value="US04636NAC74"/>
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        <balance>650000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>627555.05000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00700000</annualizedRt>
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      <invstOrSec>
        <name>SUMITOMO MITSUI BKG CORP NY BRANCH</name>
        <lei>5U0XI89JRFVHWIBS4F54</lei>
        <title>SMBC YCD SOFR+65 5/1/24</title>
        <cusip>86565FG89</cusip>
        <identifiers>
          <isin value="US86565FG898"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1301093.56000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05950000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL CORP 3.222% 08/15/2024</title>
        <cusip>05526DAZ8</cusip>
        <identifiers>
          <isin value="US05526DAZ87"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>487597.27000000</valUSD>
        <pctVal>0.145050208815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03222000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA 2.375% 01/14/2025 144A</title>
        <cusip>05583JAG7</cusip>
        <identifiers>
          <isin value="US05583JAG76"/>
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        <balance>439000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>415197.52000000</valUSD>
        <pctVal>0.123512764900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PHILIP MORRIS INTERNATIONAL INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NATWEST MARKETS PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>NATWEST MARKETS PLC YCP .0528 11/07/2023</title>
        <cusip>63906FY78</cusip>
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          <ticker value="RBOSCG"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MIZUHO FINANCIAL GROUP INC</name>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NATWEST MARKETS PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>NATWEST MARKETS PLC FRN SOFR+53 08/12/2024 144A</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-12</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CENTERPOINT ENERGY INC</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
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        <cusip>15189TAZ0</cusip>
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        <valUSD>584852.24000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-13</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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        <cusip>38141GZP2</cusip>
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          <isin value="US38141GZP26"/>
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        <balance>660000.00000000</balance>
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        <valUSD>649808.05000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC (THE)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <cusip>38141GVM3</cusip>
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          <isin value="US38141GVM31"/>
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        <curCd>USD</curCd>
        <valUSD>1287108.16000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORPORATION SOFR 0.981%/VAR 09/25/25</title>
        <cusip>06051GJG5</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 3% 06/30/2024</title>
        <cusip>91282CEX5</cusip>
        <identifiers>
          <isin value="US91282CEX56"/>
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        <balance>10477000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10272780.33000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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      <invstOrSec>
        <name>MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH</name>
        <lei>JBONEPAGQXF4QP29B387</lei>
        <title>MITSUBISHI UFJ TR and BK NY BRH YCD 5.58% 11/15/2023</title>
        <cusip>60683DLQ0</cusip>
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        <balance>1500000.00000000</balance>
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        <valUSD>1500197.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>CITI GLB MK VCP SOFR+65 9/22/23</title>
        <cusip>1730QPAK3</cusip>
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          <ticker value="CGMICP"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05950000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
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        <cusip>78016EZY6</cusip>
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          <isin value="US78016EZY66"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FDG</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FDG FRN SFRIX+43 06/06/2024 144A</title>
        <cusip>64953BAX6</cusip>
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          <isin value="US64953BAX64"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP 3.3% 10/30/2024</title>
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          <isin value="US14040HBT14"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03300000</annualizedRt>
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      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA 4% 09/12/2023 144A</title>
        <cusip>05583JAF9</cusip>
        <identifiers>
          <isin value="US05583JAF93"/>
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        <balance>304000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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        <name>SEMPRA</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>SEMPRA ENERGY CP .0556 09/05/2023</title>
        <cusip>81686NW55</cusip>
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          <ticker value="SRECP"/>
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        <curCd>USD</curCd>
        <valUSD>999241.70000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05560000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SUMITOMO MITSUI BKG CORP NY BRANCH</name>
        <lei>5U0XI89JRFVHWIBS4F54</lei>
        <title>SMBC NY YCD SOFR+70 7/26/24</title>
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          <isin value="US86565FS604"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1500797.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fidelity Revere Street Trust</name>
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        <assetCat>STIV</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>7 ELEVEN INC</name>
        <lei>549300K23JPL0SS3LB18</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>DAIMLER TRUCKS FINANCE NORTH AMERICA LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC USA INC</name>
        <lei>549300LBOHZ4QSIWU288</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <cusip>6174468W2</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>SVENSKA HANDELSBANKEN NY</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>Svenska YCD SOFR+65 3/28/24</title>
        <cusip>86959RX47</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-28</maturityDt>
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        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA YCP .0552 10/12/2023</title>
        <cusip>05571CXC0</cusip>
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          <ticker value="BPCEGP"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>993674.30000000</valUSD>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
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        <cusip>53944YAH6</cusip>
        <identifiers>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>593307.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03900000</annualizedRt>
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        <name>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC FRN 3ML+53 09/15/2023</title>
        <cusip>25746UDH9</cusip>
        <identifiers>
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        <balance>186000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>185999.79000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>MERCEDES-BENZ FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>MERCEDES-BENZ FINANCE NORTH AMERICA LLC 5.5% 11/27/2024 144A</title>
        <cusip>58769JAA5</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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        <name>MITSUBISHI UFJ FINANCIAL GROUP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK FRN SOFR+91 03/08/2024</title>
        <cusip>89114TZS4</cusip>
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          <isin value="US89114TZS40"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.06096740</annualizedRt>
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        <name>REYNOLDS AMERICAN INC</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>REYNOLDS AMERICAN INC 4.85% 09/15/2023</title>
        <cusip>761713AY2</cusip>
        <identifiers>
          <isin value="US761713AY21"/>
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        <balance>630000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>629784.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04850000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>MIZUHO FINANCIAL GROUP INC</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO FINL GROUP INC 0.849%/VAR 09/08/2024</title>
        <cusip>60687YBJ7</cusip>
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          <isin value="US60687YBJ73"/>
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        <curCd>USD</curCd>
        <valUSD>1382523.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.00849000</annualizedRt>
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        <name>MORGAN STANLEY BK NA SALT LAKE</name>
        <lei>G1MLHIS0N32I3QPILB75</lei>
        <title>MORGAN STANLEY BK NA SALT LAKE 5.479% 07/16/2025</title>
        <cusip>61690U7U8</cusip>
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          <isin value="US61690U7U83"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1001376.56000000</valUSD>
        <pctVal>0.297889032749</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05479000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>CREDIT SUISSE AG NY BRNCH</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>CREDIT SUISSE AG NY BRNCH FRN SFRIX+126 02/21/2025</title>
        <cusip>22550UAF8</cusip>
        <identifiers>
          <isin value="US22550UAF84"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>789440.89000000</valUSD>
        <pctVal>0.234842508331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06564727</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MICROCHIP TECHNOLOGY INC</name>
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      <invstOrSec>
        <name>WELLS FARGO and CO</name>
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        <name>VOLKSWAGEN GROUP AMER FIN LLC</name>
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        <name>NATWEST MARKETS PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
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        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
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        <name>DNB BANK ASA</name>
        <lei>549300GKFG0RYRRQ1414</lei>
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        <cusip>25601B2C8</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>RABOBANK NEDERLAND NEW YORK BRH</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
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        <cusip>21688AAQ5</cusip>
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        <balance>1000000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CIGNA GROUP (THE)</name>
        <lei>549300VIWYMSIGT1U456</lei>
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        <cusip>125523CN8</cusip>
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          <isin value="US125523CN87"/>
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        <balance>640000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>622625.17000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>CANADIAN IMPRL BK COMM NY BRH</name>
        <lei>549300H8L46OOZOFHU82</lei>
        <title>CANADIAN IMPRL BK COMM NY BRH YCD SOFR+70 04/01/2024</title>
        <cusip>13606KUW4</cusip>
        <identifiers>
          <isin value="US13606KUW43"/>
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        <valUSD>1503446.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>PHILIP MORRIS INTERNATIONAL INC</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
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        <cusip>718172CH0</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>BANK OF MONTREAL QUE</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BMOM VCP SOFR+70 10/6/23</title>
        <cusip>06373L4G1</cusip>
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        <curCd>USD</curCd>
        <valUSD>1000497.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>SWEDBANK AB</name>
        <lei>M312WZV08Y7LYUC71685</lei>
        <title>SWEDBANK AB FRN SFRIX+91 04/04/2025 144A</title>
        <cusip>87020PAR8</cusip>
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          <isin value="US87020PAR82"/>
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        <valUSD>645486.45000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>MIZUHO FINANCIAL GROUP INC</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO FINL GROUP INC 2.555%/VAR 09/13/2025</title>
        <cusip>60687YAZ2</cusip>
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        <valUSD>616681.48000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02555000</annualizedRt>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 3.7% 10/23/2024</title>
        <cusip>61761JVL0</cusip>
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          <isin value="US61761JVL06"/>
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        <curCd>USD</curCd>
        <valUSD>587211.66000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN EXPRESS CO</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXPRESS CO FRN SFRIX+72 05/03/2024</title>
        <cusip>025816CU1</cusip>
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          <isin value="US025816CU11"/>
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        <curCd>USD</curCd>
        <valUSD>1372499.17000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06031349</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>BAYER CORP</name>
        <lei>54930050NR9YMICYZM28</lei>
        <title>BAYER CORP CP .0593 07/09/2024</title>
        <cusip>07273LG93</cusip>
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          <ticker value="BAYER"/>
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        <curCd>USD</curCd>
        <valUSD>1233110.19000000</valUSD>
        <pctVal>0.366825045088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05930000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH</name>
        <lei>5493006GGLR4BTEL8O61</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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        <name>STATE STREET BANK AND TRUST COMPANY</name>
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        <name>SVENSKA HANDELSBANKEN NY</name>
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        <name>MISSISSIPPI POWER CO</name>
        <lei>LNZ0J6YZ5SC6ILIRU850</lei>
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        <lei>549300LM1QSI4MSIL320</lei>
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        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
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        <name>MARSH and MCLENNAN COS INC</name>
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        <name>AMAZON.COM INC</name>
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        <name>TOYOTA MOTOR CREDIT CORP</name>
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        <name>VOLKSWAGEN GROUP AMER FIN LLC</name>
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        <name>BANK OF MONTREAL QUE</name>
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        <name>WEC ENERGY GROUP INC</name>
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        <name>MERCEDES-BENZ FINANCE NORTH AMERICA LLC</name>
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        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
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        <name>KEYBANK NATL ASSN</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
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        <name>THE BANK OF NOVA SCOTIA</name>
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        <name>WELLS FARGO and CO</name>
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        <name>STATE STREET CORP</name>
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        <name>PROTECTIVE LIFE GLOBAL FUNDING</name>
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        <name>GA GLOBAL FUNDING TRUST</name>
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        <name>VOLKSWAGEN GROUP AMER FIN LLC</name>
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        <name>BMW US CAPITAL LLC</name>
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        <name>BARCLAYS BANK PLC / BARCLAYS US CCP FUNDING LLC</name>
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        <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <name>PNC FINANCIAL SERVICES GRP INC</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GRP INC SFRIX 5.671%/VAR 10/28/2025</title>
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        <name>ATHENE GLOBAL FUNDING</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
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        <name>MORGAN STANLEY</name>
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        <name>UST NOTES</name>
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        <name>MIZUHO BANK LTD NY BRANCH</name>
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        <name>MERCEDES-BENZ FINANCE NORTH AMERICA LLC</name>
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    <signature>
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      <ncom:nameOfApplicant>Laura M. Del Prato</ncom:nameOfApplicant>
      <ncom:signature>Laura M. Del Prato</ncom:signature>
      <ncom:signerName>Laura M. Del Prato</ncom:signerName>
      <ncom:title>President and Treasurer</ncom:title>
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  </formData>
</edgarSubmission>
